The Terriers came close to sealing a deal for the Ghana international who, as far, completed a medical in line with the proposed switch.
However, the transfer has fallen through the rocks, leaving the want away fullback with no option than to return to Oakwell Stadium.
“To be honest, I don’t like to talk details because Andy Yiadom is not our player," Wagner said, as reported by The Huddersfield Daily Examiner.
"But it wasn’t a financial reason – not between ourselves and the player and not between Barnsley and ourselves.
“Everything else I think should be answered by Barnsley or the player as to why we were not able to come together, but it was not a financial reason.”
It is not unusual to hear rumours of a failed medical bandied around in the wake of collapsed deal after the routine.
Wagner, however, fails to be drawn into the topic.
“As I say, he is not our player, so this is something Barnsley has to answer,” said Wagner.
“Yes, [the deal is dead]. In this window, it will not happen."
Huddersfield wanted to bring in another right-back to provide cover for, or perhaps rival, captain Tommy Smith.
Yiadom joined Barnsley from Barnet in summer last year, having played for fellow lower division sides Braintree Town and Hayes &Yeading FC.